Blender uses generic sizing units "Blender Units". If you think of each whole unit as 1mm, then that will help you keep everything the right thickness. Then, when you upload it, just select mm as the sizing option. It took me a while to figure this out

Also There is a Shapeways Blender tool that will help you fine thin walls and estimate price.

I don't have Blender in front of me right now, so forgive me if a few of my directions are a wee bit off, but I'll try to get my point across.

If you're editing your model, select all the faces that you want to thicken and go to the 'mesh' tab and then the 'scripts' submenu. There should be a "solidify wireframe" option that may help and one I don't remember the name of off the top of my head... Play around with those, they can thicken your mesh a little. It isn't an exact science, so you'll likely have to do a little cleanup after it's done, but it will give you a good start. That's what I do, anyway.